One of the primary characteristics of Pentecostalism is its emphasis on experiencing God, which also serves as a significant theological resource for Pentecostals. This chapter argues that the Pentecostal appeal to experience is motivated by a sense of “mediated immediacy” of the encounter with the Spirit of God. The nature of Pentecostal experience of God is first examined within the broader theological and philosophical discussion of experience. Then Pentecostalism’s affinity for experience and how experience has functioned as an authority within the Pentecostal worldview, spirituality, and theology is explored. Finally, important developments within Pentecostal theology are highlighted, which nuance traditional understandings of immediate experience of the Spirit in favour of mediated immediacy.